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Full rank Cholesky factorization for rank deficient matrices
- Publication Year :
- 2015
-
Abstract
- [EN] Let A be a rank deficient square matrix. We characterize the unique full rank Cholesky factorization LL^T of A where the factor L is a lower echelon matrix with positive leading entries. We compute an extended decomposition for the normal matrix B^TB where B is a rectangular rank deficient matrix. This decomposition is obtained without interchange of rows and without computing all entries of the normal matrix. Algorithms to compute both factorizations are given.
Details
- Database :
- OAIster
- Notes :
- TEXT, English
- Publication Type :
- Electronic Resource
- Accession number :
- edsoai.on1138198750
- Document Type :
- Electronic Resource